On Normal Orthant Probabilities

NI Zhongren, Benjamin Kedem, . On Normal Orthant Probabilities[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(3): 262-275.

Citation:

NI Zhongren, Benjamin Kedem, . On Normal Orthant Probabilities[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(3): 262-275.

Citation:

NI Zhongren, Benjamin Kedem, . On Normal Orthant Probabilities[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(3): 262-275.

Abstract

Normal Orthant probabilities are evaluated by means of a linear transformation followed by a polar coordinates transformation. The procedure leads to a new general n-dimensional recursion, to decrease to n-3 in the dimension of the probable multiple integral at least, and to several special cases in 4-dimensional case, which is very useful for numerical evaluation.

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